Convergence and stability of numerical solutions to SDDEs with Markovian switching (Q2493691)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and stability of numerical solutions to SDDEs with Markovian switching |
scientific article |
Statements
Convergence and stability of numerical solutions to SDDEs with Markovian switching (English)
0 references
16 June 2006
0 references
The authors consider the numerical solution of stochastic delay differential equations (SDDEs) that are influenced by Markov switching processes. It clarifies the numerical stability and strong convergence of the Euler method.
0 references
Markov switching
0 references
strong approximation
0 references
Euler method
0 references
stochastic delay differential equation
0 references
MS-stability
0 references
strong convergence
0 references
0 references
0 references
